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LTCN vs. GSOL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LTCN vs. GSOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Litecoin Trust (LTCN) and Grayscale Solana Staking ETF (GSOL). The values are adjusted to include any dividend payments, if applicable.

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LTCN vs. GSOL - Yearly Performance Comparison


2026 (YTD)2025
LTCN
Grayscale Litecoin Trust
-30.08%-22.71%
GSOL
Grayscale Solana Staking ETF
-32.64%-29.95%

Returns By Period

In the year-to-date period, LTCN achieves a -30.08% return, which is significantly higher than GSOL's -32.64% return.


LTCN

1D
0.99%
1M
-0.71%
YTD
-30.08%
6M
-53.58%
1Y
-37.99%
3Y*
0.25%
5Y*
-48.71%
10Y*

GSOL

1D
0.16%
1M
1.49%
YTD
-32.64%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LTCN vs. GSOL - Expense Ratio Comparison

LTCN has a 2.50% expense ratio, which is higher than GSOL's 0.35% expense ratio.


Return for Risk

LTCN vs. GSOL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LTCN
LTCN Risk / Return Rank: 44
Overall Rank
LTCN Sharpe Ratio Rank: 44
Sharpe Ratio Rank
LTCN Sortino Ratio Rank: 55
Sortino Ratio Rank
LTCN Omega Ratio Rank: 55
Omega Ratio Rank
LTCN Calmar Ratio Rank: 22
Calmar Ratio Rank
LTCN Martin Ratio Rank: 22
Martin Ratio Rank

GSOL
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LTCN vs. GSOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Litecoin Trust (LTCN) and Grayscale Solana Staking ETF (GSOL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


LTCNGSOLDifference

Sharpe ratio

Return per unit of total volatility

-0.51

Sortino ratio

Return per unit of downside risk

-0.39

Omega ratio

Gain probability vs. loss probability

0.96

Calmar ratio

Return relative to maximum drawdown

-0.67

Martin ratio

Return relative to average drawdown

-1.25

LTCN vs. GSOL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LTCNGSOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

-1.00

+0.81

Correlation

The correlation between LTCN and GSOL is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LTCN vs. GSOL - Dividend Comparison

Neither LTCN nor GSOL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LTCN vs. GSOL - Drawdown Comparison

The maximum LTCN drawdown since its inception was -99.58%, which is greater than GSOL's maximum drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for LTCN and GSOL.


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Drawdown Indicators


LTCNGSOLDifference

Max Drawdown

Largest peak-to-trough decline

-99.58%

-58.63%

-40.95%

Max Drawdown (1Y)

Largest decline over 1 year

-65.17%

Max Drawdown (5Y)

Largest decline over 5 years

-99.53%

Current Drawdown

Current decline from peak

-99.18%

-55.35%

-43.83%

Average Drawdown

Average peak-to-trough decline

-89.31%

-37.53%

-51.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.69%

Volatility

LTCN vs. GSOL - Volatility Comparison


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Volatility by Period


LTCNGSOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.52%

Volatility (6M)

Calculated over the trailing 6-month period

54.46%

Volatility (1Y)

Calculated over the trailing 1-year period

75.66%

84.62%

-8.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

113.23%

84.62%

+28.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

143.44%

84.62%

+58.82%